+343.3%
SPGI vs RL
+337.1%
+6.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +1.2% | +2.6% | -1.3% | +0.7% |
| 30D | +15.9% | +2.9% | +13.0% | +15.1% |
| 3M | +12.3% | 0.0% | +12.3% | +12.1% |
| 6M | +23.7% | +17.1% | +6.6% | +18.8% |
| YTD | -3.5% | +10.1% | -13.7% | -6.6% |
| 1Y | +0.4% | +17.3% | -16.9% | -4.2% |
| 3Y | +29.9% | +249.3% | -219.4% | -5.5% |
| 5Y | +15.2% | +240.9% | -225.7% | -17.8% |
| All | +343.3% | +337.1% | +6.3% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling